An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
DOI10.1111/j.1467-9868.2011.00777.xzbMath1274.62360WikidataQ57014414 ScholiaQ57014414MaRDI QIDQ68580
Finn Lindgren, Finn Lindgren, Håvard Rue, Johan Lindström, Håvard Rue, Johan Lindström
Publication date: 4 August 2011
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.00777.x
stochastic partial differential equations; sparse matrices; Gaussian fields; latent Gaussian models; approximate Bayesian inference; covariance functions; Gaussian Markov random fields
62H11: Directional data; spatial statistics
62M40: Random fields; image analysis
62H30: Classification and discrimination; cluster analysis (statistical aspects)
86A32: Geostatistics
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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